Then I would see the process as follows:
Configure the DSL modem/router into bridge mode. Instructions vary and should be on your provider support portal. This will use the router as just a DSL modem and put your SSG firewall onto the internet.
Some bridges put the DSL pppoe credentials into the modem and others require this be setup on the firewall. If the firewall does this for your ISP, which is the more common setting, configure the pppoe profile and apply this to your WAN interface.
At this point your WAN interface is probably DHCP, unless you have static service, and your should have a connection on the WAN interface.
Now you proceed to setup your trust network and services on your remaining interfaces and any other zones needed for your network.